Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 76648.43 USD Other S-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 30734.97 USD Other CB-3-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 70071.48 USD Other G-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 2763.33 USD Other G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 1332.17 USD Other G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 10845.12 USD Other S-5-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 42250.83 USD Other S-6-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 48118.54 USD Other S-7-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 86833.85 USD Other E-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 58045.55 USD Other E-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 10090.57 USD Other IG-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 31682.25 USD Other IG-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 44338.50 USD Other C-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 79133.17 USD Other CB-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 70542.33 USD Other E-10 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 19493.74 USD Other E-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 10458.41 USD Other E-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 1421.46 USD Other E-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 83407.52 USD Other E-6 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 43379.56 USD Other E-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 35528.23 USD Other E-8 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 3348.35 USD Other E-9 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 62624.15 USD Other G-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 80406.10 USD Other IG-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 52 44695.29 USD Other IG-4 Yes